English

It\^o perspective on variance renormalisation

Probability 2026-03-24 v1

Abstract

We show that the It\^o solutions of the nonlinear stochastic heat equation tuεΔuε=ε3/4g(uε)ξε, \partial_t u^\varepsilon- \Delta u^\varepsilon =\varepsilon^{3/4} g (u^\varepsilon) \nabla \xi_\varepsilon, where ξε \xi_\varepsilon denotes the mollification in space at scale ε>0\varepsilon>0 of a space-time white noise ξ\xi, converge in law, as ε0\varepsilon\to 0, to the solution of the stochastic heat equation with right-hand side cgg(u)ξcg'g(u)\xi with a constant c>0c>0. Since the noise ξ\nabla\xi is supercritical, the small prefactor is not unexpected to obtain a limit, but the exponent 3/43/4 is not predicted by naive scaling arguments. The case g(u)=ug(u)=u, modulo a Cole-Hopf transform, corresponds to the result of [Hai25] for the KPZ equation. Our argument is relatively short and relies solely on stochastic analytic techniques.

Keywords

Cite

@article{arxiv.2603.22272,
  title  = {It\^o perspective on variance renormalisation},
  author = {Konstantinos Dareiotis and Máté Gerencsér},
  journal= {arXiv preprint arXiv:2603.22272},
  year   = {2026}
}

Comments

31 pages

R2 v1 2026-07-01T11:33:47.565Z